Multi-criteria linear-quadratic control problem by KSH-direction interior-point method

We describe an implementation of an infinite dimension interior-point method for solving multi-criteria linear -quadratic control problem based on KSH-direction. It is shown that such a descent direction is independent on the scaling point. Each iteration requires solving finite rank perturbation of...

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Main Authors:	W. Kanuengkid, T. Mouktonglang
Format:	Journal
Published:	2018
Subjects:	Mathematics
Online Access:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=79951890369&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/50131
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Institution:	Chiang Mai University

id	th-cmuir.6653943832-50131
record_format	dspace
spelling	th-cmuir.6653943832-501312018-09-04T04:24:48Z Multi-criteria linear-quadratic control problem by KSH-direction interior-point method W. Kanuengkid T. Mouktonglang Mathematics We describe an implementation of an infinite dimension interior-point method for solving multi-criteria linear -quadratic control problem based on KSH-direction. It is shown that such a descent direction is independent on the scaling point. Each iteration requires solving finite rank perturbation of linear-quadratic control problems and a system of algebraic equations. The numerical result shows rapid convergence to the optimal solution. 2018-09-04T04:24:48Z 2018-09-04T04:24:48Z 2011-02-28 Journal 1312885X 2-s2.0-79951890369 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=79951890369&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/50131
institution	Chiang Mai University
building	Chiang Mai University Library
country	Thailand
collection	CMU Intellectual Repository
topic	Mathematics
spellingShingle	Mathematics W. Kanuengkid T. Mouktonglang Multi-criteria linear-quadratic control problem by KSH-direction interior-point method
description	We describe an implementation of an infinite dimension interior-point method for solving multi-criteria linear -quadratic control problem based on KSH-direction. It is shown that such a descent direction is independent on the scaling point. Each iteration requires solving finite rank perturbation of linear-quadratic control problems and a system of algebraic equations. The numerical result shows rapid convergence to the optimal solution.
format	Journal
author	W. Kanuengkid T. Mouktonglang
author_facet	W. Kanuengkid T. Mouktonglang
author_sort	W. Kanuengkid
title	Multi-criteria linear-quadratic control problem by KSH-direction interior-point method
title_short	Multi-criteria linear-quadratic control problem by KSH-direction interior-point method
title_full	Multi-criteria linear-quadratic control problem by KSH-direction interior-point method
title_fullStr	Multi-criteria linear-quadratic control problem by KSH-direction interior-point method
title_full_unstemmed	Multi-criteria linear-quadratic control problem by KSH-direction interior-point method
title_sort	multi-criteria linear-quadratic control problem by ksh-direction interior-point method
publishDate	2018
url	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=79951890369&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/50131
_version_	1681423534615691264

Multi-criteria linear-quadratic control problem by KSH-direction interior-point method

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